The simplest method for bypassing this is to Control click the application in the Applications Folder and then click “Open”. Then when asked click “Open” again. Done. Like this:
Go to Application, press hold control, and then menu will come up:
Make sure that you really want to open it and that you trust where the application has come from. The purpose of blocking this is prevent ordinary people from installing malware.
If you reinstall or update the app, then you need to repeat this option.